Related papers: High Order Heat-type Equations and Random Walks on…
We give a precise definition of ``generic-case complexity'' and show that for a very large class of finitely generated groups the classical decision problems of group theory - the word, conjugacy and membership problems - all have…
We establish sharp higher-order heat estimates with complete bound on the noncommutative tori \(\mathbb{T}_{\theta}^{n}\) and show the optimality in the small-time order. As an application in polynomial semilinear heat equations on…
We consider the Vlasov-Poisson equation in a Hamiltonian framework and derive new time splitting methods based on the decomposition of the Hamiltonian functional between the kinetic and electric energy. Assuming smoothness of the solutions,…
Within the framework of the previous paper [8]. we develop a generalized stochastic calculus for processes associated to higher order diffusion operators. Applications to the study of a Cauchy problem, a Feynman-Kac formula and a…
This paper proposes a higher-order multiscale computational method for nonlinear thermo-electric coupling problems of composite structures, which possess temperature-dependent material properties and nonlinear Joule heating. The innovative…
We establish general estimates for simple random walk on an arbitrary infinite random graph, assuming suitable bounds on volume and effective resistance for the graph. These are generalizations of the results in \cite[Section 1,2]{BJKS},…
Gradient inequalities of the Hamilton type and the Li-Yau type for positive solutions to the heat equation are established from a probabilistic viewpoint, which simplifies the proofs of some results of Sun [{\it Pacific J. Math.}, 253…
We study the higher-order heat-type equation with first time and M-th spatial partial derivatives, M = 2, 3, ... . We demonstrate that its exact solutions for M even can be constructed with the help of signed Levy stable functions. For M…
We derive the heat equation for the thermal energy under diffusive space-time scaling for a purely deterministic microscopic dynamics satisfying Newton equations perturbed by an external chaotic force acting like a magnetic field.
In this paper we consider the heat equation with a strongly singular potential and show that it has a very weak solution. Our analysis is devoted to general hypoelliptic operators and is developed in the setting of graded Lie groups. The…
In this paper, we derive upper bounds for the heat kernel of the simple random walk on the infinite cluster of a supercritical long range percolation process. For any $d \geq 1$ and for any exponent $s \in (d, (d+2) \wedge 2d)$ giving the…
An analytical solution to the Hill problem Hamiltonian expanded about the libration points has been obtained by means of perturbation techniques. In order to compute the higher orders of the perturbation solution that are needed to capture…
We establish a Chung-type law of the iterated logarithm for the solutions of a class of stochastic heat equations driven by a multiplicative noise whose coefficient depends on the solution, and this dependence takes us away from Gaussian…
The first general analytic solutions for the one-dimensional walk in position and momentum space are derived. These solutions reveal, among other things, new symmetry features of quantum walk probability densities and further insight into…
We study here a heat-type differential equation of order n greater than two, in the case where the time-derivative is supposed to be fractional. The corresponding solution can be described as the transition function of a pseudoprocess…
Simple random walks are a basic staple of the foundation of probability theory and form the building block of many useful and complex stochastic processes. In this paper we study a natural generalization of the random walk to a process in…
We define a random walk problem which admits analytic results, on a class of infinite periodic lattices which are directed and colored. Our approach is motivated from the fact that such lattices arise in string theoretic constructs of…
We propose a class of models of random walks in a random environment where an exact solution can be given for a stationary distribution. The tool is the detailed balance equations.
Linear differential equations of arbitrary order with polynomial coefficients are considered. Specifically, necessary and sufficient conditions for the existence of polynomial solutions of a given degree are obtained for these equations. An…
A particle subject to successive, random displacements is said to execute a random walk (in position or some other coordinate). The mathematical properties of random walks have been very thoroughly investigated, and the model is used in…